📊 성과지표 요약

	CAGR	누적수익률	연간변동성	샤프비율	최대낙폭	칼마비율
Magic Formula_정상기업	18.73%	573.53%	0.367483	0.509797	-0.074451	2.516298
Magic Formula_전체기업	18.74%	573.97%	0.367442	0.510046	-0.074451	2.517248
EV/EBITDA_정상기업	21.69%	933.03%	0.281153	0.771347	-0.050093	4.329324
EV/EBITDA_전체기업	21.52%	922.2%	0.275117	0.782299	-0.044932	4.789942
Momentum 12m_정상기업	29.16%	1854.15%	0.259514	1.123817	-0.021706	13.436469
Momentum 12m_전체기업	29.09%	1842.21%	0.259265	1.122119	-0.018093	16.079874
F-score_정상기업	2.93%	24.19%	0.159094	0.184144	-0.161530	0.181367
F-score_전체기업	2.93%	24.19%	0.159094	0.184144	-0.161530	0.181367
QMJ_정상기업	11.08%	199.86%	0.201547	0.549805	-0.022820	4.855813
QMJ_전체기업	10.64%	186.94%	0.204935	0.519048	-0.061302	1.735201
LowVol_정상기업	4.9%	69.33%	0.133236	0.368084	-0.003628	13.518017
LowVol_전체기업	4.9%	69.33%	0.133236	0.368084	-0.003628	13.518017
FF3 Strategy_정상기업	5.8%	101.97%	0.127285	0.455435	-0.052826	1.097365
FF3 Strategy_전체기업	5.86%	106.18%	0.127298	0.460432	-0.036810	1.592271